+2,183.6%
ALNY vs MLM
+1,478.9%
+704.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.8% | +6.2% | +5.7% |
| 7D | -0.8% | -5.8% | +5.1% | +1.7% |
| 30D | -29.6% | +9.8% | -39.4% | -33.0% |
| 3M | -27.7% | -5.2% | -22.6% | -26.8% |
| 6M | -43.9% | -10.3% | -33.6% | -41.7% |
| YTD | -59.8% | -15.5% | -44.3% | -57.4% |
| 1Y | -64.6% | -15.0% | -49.6% | -62.7% |
| 3Y | -1.3% | +17.5% | -18.7% | -11.0% |
| 5Y | -7.6% | +30.5% | -38.2% | -22.2% |
| 10Y | +243.5% | +145.5% | +98.0% | +92.5% |
| All | +2,183.6% | +1,478.9% | +704.7% | +405.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MLM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling